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Stochastic Optimal Control in Infinite Dimension: Dynamic Programming and HJB Equations - Probability Theory and Stochastic Modelling Giorgio Fabbri Softcover reprint of the original 1st ed. 2017 edition
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Stochastic Optimal Control in Infinite Dimension: Dynamic Programming and HJB Equations - Probability Theory and Stochastic Modelling
Giorgio Fabbri
Providing an introduction to stochastic optimal control in in?nite dimension, this book gives a complete account of the theory of second-order HJB equations in in?nite-dimensional Hilbert spaces, focusing on its applicability to associated stochastic optimal control problems.
916 pages, XXIV, 916 p.
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 9 de septiembre de 2018 |
| ISBN13 | 9783319850535 |
| Editores | Springer International Publishing AG |
| Páginas | 916 |
| Dimensiones | 150 × 220 × 10 mm · 1,89 kg |
| Lengua | Alemán |
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